The Canon Answer:
Not given.
The Non-Canon Answer:
Well, we've run into enough alien cultures to figure out that Zefram Cochrane isn't the only individual to have invented warp--not the last, and obviously not the first; in many cases, warp is invented locally by each culture (and the Federation would like to keep it that way). Zef's title, then, must be qualified--he was the individual who brought warp drive to humanity. Call me species-cist, but I'd rather think that one of our own came up with warp drive for humanity, rather than dropped off by some alien from the solar system next door. Canon-wise, the point is moot, anyway; "First Contact" establishes that Zefram Cochrane was a human from Montana (well, we can't necessarily say that he was *from* Montana, can we? He may have been born in Hollywood and moved to Montana later on...see the point I'm about to get to?). The only thing we need to reconcile is the fact that Kirk mentioned that Cochrane was from Alpha Centauri. The simplest explanation seems to be that Cochrane moved to Alpha Centauri and made an even bigger name for himself there--maybe by establishing what was probably the first colony outside Earth's solar system, coming up with more wonderful inventions, whatever. The (non-canon) novel "Federation" follows this premise--Cochrane was from Earth, but apparently built himself a place in A.C. where he spent the rest of his time.
RELATED TOPICS:
Warp Propulsion
for Dummies
Warp 10, Transwarp,
and "Threshold"
Zefram Cochrane
of Alpha Centauri